I've recently experimented with doing some shadow puppet rods specifically for including with kits. I thought someone here might be interested in it, as it's a very easy rod to make and - though needing slight modification still - would be good for kids. It's just some skewers and bendy straws, and a little bit of masking tape. Took me about 30 seconds to make. You can read about how it's done at the bottom of this post:

[EDIT: URL no longer available.]

But I thought I'd include a video demo here so people can see what it is before taking the extra step of visiting my site to read about it.

[EDIT: Video removed]

Now that is BRILLIANT!!!! Thanks for sharing - I will be using that method when I make shadow puppets with kids!

Er, long time between replies...

Thanks Lisa! Not a few weeks after doing that experiment I found this:
http://webcache.googleusercontent.com/search?q=cache:naturalkidsteam.com/wordpress/2010/02/make-shadow-puppet-play/

Which shows another simple idea for instant rods.